Annals of the Institute of Statistical Mathematics

1949 - 2025

Current editor(s): Tomoyuki Higuchi

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Volume 73, issue 6, 2021

Distribution-free testing in linear and parametric regression pp. 1063-1087

Estate V. Khmaladze

A universal approach to estimate the conditional variance in semimartingale limit theorems pp. 1089-1125

Mathias Vetter

Fast estimation of multivariate spatiotemporal Hawkes processes and network reconstruction pp. 1127-1152

Baichuan Yuan, Frederic P. Schoenberg and Andrea L. Bertozzi

Efficient likelihood-based inference for the generalized Pareto distribution pp. 1153-1185

Hideki Nagatsuka and N. Balakrishnan

Improper versus finitely additive distributions as limits of countably additive probabilities pp. 1187-1202

Pierre Druilhet and Erwan Saint Loubert Bié

Nonparametric regression with warped wavelets and strong mixing processes pp. 1203-1228

Luz M. Gómez, Rogério F. Porto and Pedro A. Morettin

Smooth distribution function estimation for lifetime distributions using Szasz–Mirakyan operators pp. 1229-1247

Ariane Hanebeck and Bernhard Klar

Simultaneous confidence bands for nonparametric regression with missing covariate data pp. 1249-1279

Li Cai, Lijie Gu, Qihua Wang and Suojin Wang

Volume 73, issue 5, 2021

Identifying shifts between two regression curves pp. 855-889

Holger Dette, Subhra Sankar Dhar and Weichi Wu

Asymptotic theory of dependent Bayesian multiple testing procedures under possible model misspecification pp. 891-920

Noirrit Kiran Chandra and Sourabh Bhattacharya

Regularized bridge-type estimation with multiple penalties pp. 921-951

Alessandro Gregorio and Francesco Iafrate

Mellin–Meijer kernel density estimation on $${{\mathbb {R}}}^+$$ R + pp. 953-977

Gery Geenens

Generalized inverse-Gaussian frailty models with application to TARGET neuroblastoma data pp. 979-1010

Luiza S. C. Piancastelli, Wagner Barreto-Souza and Vinícius D. Mayrink

Asymptotic behavior of mean density estimators based on a single observation: the Boolean model case pp. 1011-1035

Federico Camerlenghi, Claudio Macci and Elena Villa

A permutation test for the two-sample right-censored model pp. 1037-1061

Grzegorz Wyłupek

Volume 73, issue 4, 2021

Estimation for high-frequency data under parametric market microstructure noise pp. 649-669

Simon Clinet and Yoann Potiron

On localization of source by hidden Gaussian processes with small noise pp. 671-702

Yury A. Kutoyants

Robust high-dimensional regression for data with anomalous responses pp. 703-736

Mingyang Ren, Sanguo Zhang and Qingzhao Zhang

Determining the number of canonical correlation pairs for high-dimensional vectors pp. 737-756

Jiasen Zheng and Lixing Zhu

Gaussian graphical models with toric vanishing ideals pp. 757-785

Pratik Misra and Seth Sullivant

High-dimensional sign-constrained feature selection and grouping pp. 787-819

Shanshan Qin, Hao Ding, Yuehua Wu and Feng Liu

Robust test for structural instability in dynamic factor models pp. 821-853

Byungsoo Kim, Junmo Song and Changryong Baek

Volume 73, issue 3, 2021

Copula and composite quantile regression-based estimating equations for longitudinal data pp. 441-455

Kangning Wang and Wen Shan

Model identification and selection for single-index varying-coefficient models pp. 457-480

Peng Lai, Fangjian Wang, Tingyu Zhu and Qingzhao Zhang

Semiparametric methods for left-truncated and right-censored survival data with covariate measurement error pp. 481-517

Li-Pang Chen and Grace Y. Yi

Instrument search in pseudo-likelihood approach for nonignorable nonresponse pp. 519-533

Ji Chen, Jun Shao and Fang Fang

Model averaging for linear models with responses missing at random pp. 535-553

Yuting Wei, Qihua Wang and Wei Liu

Global jump filters and quasi-likelihood analysis for volatility pp. 555-598

Haruhiko Inatsugu and Nakahiro Yoshida

Hypothesis tests for high-dimensional covariance structures pp. 599-622

Aki Ishii, Kazuyoshi Yata and Makoto Aoshima

Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts pp. 623-647

Lei Wang and Wei Ma

Volume 73, issue 2, 2021

Valid p-values and expectations of p-values revisited pp. 227-248

Albert Vexler

Estimation of an improved surrogate model in uncertainty quantification by neural networks pp. 249-281

Benedict Götz, Sebastian Kersting and Michael Kohler

Consistent multiple changepoint estimation with fused Gaussian graphical models pp. 283-309

A. Gibberd and S. Roy

On the power of some sequential multiple testing procedures pp. 311-336

Shiyun Chen and Ery Arias-Castro

Nonparametric estimation of the kernel function of symmetric stable moving average random functions pp. 337-367

Jürgen Kampf, Georgiy Shevchenko and Evgeny Spodarev

Multivariate matrix Mittag–Leffler distributions pp. 369-394

Hansjörg Albrecher, Martin Bladt and Mogens Bladt

Multiresolution analysis of point processes and statistical thresholding for Haar wavelet-based intensity estimation pp. 395-423

Youssef Taleb and Edward A. K. Cohen

Poles of pair correlation functions: When they are real? pp. 425-440

Ka Yiu Wong and Dietrich Stoyan

Volume 73, issue 1, 2021

Report of the editors pp. 1-2

H. Fujisawa, Y. Ninomiya and T. Sei

The de-biased group Lasso estimation for varying coefficient models pp. 3-29

Toshio Honda

Fixed point characterizations of continuous univariate probability distributions and their applications pp. 31-59

Steffen Betsch and Bruno Ebner

Some explicit solutions of c-optimal design problems for polynomial regression with no intercept pp. 61-82

Holger Dette, Viatcheslav B. Melas and Petr Shpilev

The kth power expectile regression pp. 83-113

Yingying Jiang, Fuming Lin and Yong Zhou

On the proportional hazards model with last observation carried forward covariates pp. 115-134

Hongyuan Cao and Jason P. Fine

Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 135-174

Quynh Van Nong and Chi Tim Ng

Correction to: Clustering of subsample means based on pairwise L1 regularized empirical likelihood pp. 175-175

Quynh Van Nong and Chi Tim Ng

Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise pp. 177-225

Shogo H. Nakakita, Yusuke Kaino and Masayuki Uchida

Volume 72, issue 6, 2020

Semi-parametric transformation boundary regression models pp. 1287-1315

Natalie Neumeyer, Leonie Selk and Charles Tillier

Integral transform methods in goodness-of-fit testing, II: the Wishart distributions pp. 1317-1370

Elena Hadjicosta and Donald Richards

Robust estimation for general integer-valued time series models pp. 1371-1396

Byungsoo Kim and Sangyeol Lee

An optimal test for the additive model with discrete or categorical predictors pp. 1397-1417

Abhijit Mandal

Comparing the marginal densities of two strictly stationary linear processes pp. 1419-1447

Paul Doukhan, Ieva Grublytė, Denys Pommeret and Laurence Reboul

Flexible bivariate Poisson integer-valued GARCH model pp. 1449-1477

Yan Cui, Qi Li and Fukang Zhu

The reproducing kernel Hilbert space approach in nonparametric regression problems with correlated observations pp. 1479-1500

D. Benelmadani, K. Benhenni and S. Louhichi

Equivalence between adaptive Lasso and generalized ridge estimators in linear regression with orthogonal explanatory variables after optimizing regularization parameters pp. 1501-1516

Mineaki Ohishi, Hirokazu Yanagihara and Shuichi Kawano

Volume 72, issue 5, 2020

On the indirect elicitability of the mode and modal interval pp. 1095-1108

Krisztina Dearborn and Rafael Frongillo

Testing for normality in any dimension based on a partial differential equation involving the moment generating function pp. 1109-1136

Norbert Henze and Jaco Visagie

Poisson source localization on the plane: cusp case pp. 1137-1157

O. V. Chernoyarov, S. Dachian and Yu. A. Kutoyants

Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance pp. 1159-1173

Kun Chen, Ngai Hang Chan and Chun Yip Yau

Wavelet estimation of the dimensionality of curve time series pp. 1175-1204

Rodney V. Fonseca and Aluísio Pinheiro

Model selection for the robust efficient signal processing observed with small Lévy noise pp. 1205-1235

Slim Beltaief, Oleg Chernoyarov and Serguei Pergamenchtchikov

Some information inequalities for statistical inference pp. 1237-1256

K. V. Harsha and Alladi Subramanyam

Bias-corrected support vector machine with Gaussian kernel in high-dimension, low-sample-size settings pp. 1257-1286

Yugo Nakayama, Kazuyoshi Yata and Makoto Aoshima

Volume 72, issue 4, 2020

Distributions of pattern statistics in sparse Markov models pp. 895-913

Donald E. K. Martin

Estimation of extreme conditional quantiles under a general tail-first-order condition pp. 915-943

Laurent Gardes, Armelle Guillou and Claire Roman

Space–time inhomogeneous background intensity estimators for semi-parametric space–time self-exciting point process models pp. 945-967

Chenlong Li, Zhanjie Song and Wenjun Wang

Large sample results for frequentist multiple imputation for Cox regression with missing covariate data pp. 969-996

Frank Eriksson, Torben Martinussen and Søren Feodor Nielsen

Nonparametric MANOVA in meaningful effects pp. 997-1022

Dennis Dobler, Sarah Friedrich and Markus Pauly

Regression function estimation as a partly inverse problem pp. 1023-1054

F. Comte and V. Genon-Catalot

Detecting deviations from second-order stationarity in locally stationary functional time series pp. 1055-1094

Axel Bücher, Holger Dette and Florian Heinrichs

Volume 72, issue 3, 2020

On univariate slash distributions, continuous and discrete pp. 645-657

M. C. Jones

Properization: constructing proper scoring rules via Bayes acts pp. 659-673

Jonas R. Brehmer and Tilmann Gneiting

Poisson source localization on the plane: change-point case pp. 675-698

C. Farinetto, Yu. A. Kutoyants and A. Top

Estimation and hypothesis test for partial linear single-index multiplicative models pp. 699-740

Jun Zhang, Xia Cui and Heng Peng

More good news on the HKM test for multivariate reflected symmetry about an unknown centre pp. 741-770

Norbert Henze and Celeste Mayer

Nonparametric estimation of the cross ratio function pp. 771-801

Steven Abrams, Paul Janssen, Jan Swanepoel and Noël Veraverbeke

Semiparametric Bayesian multiple imputation for regression models with missing mixed continuous–discrete covariates pp. 803-825

Ryo Kato and Takahiro Hoshino

Nonparametric variable selection and its application to additive models pp. 827-854

Zhenghui Feng, Lu Lin, Ruoqing Zhu and Lixing Zhu

Robust estimation in single-index models when the errors have a unimodal density with unknown nuisance parameter pp. 855-893

Claudio Agostinelli, Ana M. Bianco and Graciela Boente

Volume 72, issue 2, 2020

Strong model dependence in statistical analysis: goodness of fit is not enough for model choice pp. 329-352

John Copas and Shinto Eguchi

Sharp oracle inequalities for low-complexity priors pp. 353-397

Tung Duy Luu, Jalal Fadili and Christophe Chesneau

On the limiting distribution of sample central moments pp. 399-425

Georgios Afendras, Nickos Papadatos and Violetta E. Piperigou

Error density estimation in high-dimensional sparse linear model pp. 427-449

Feng Zou and Hengjian Cui

A test for the presence of stochastic ordering under censoring: the k-sample case pp. 451-470

Hammou El Barmi

Convergence rates for kernel regression in infinite-dimensional spaces pp. 471-509

Joydeep Chowdhury and Probal Chaudhuri

Theoretical properties of bandwidth selectors for kernel density estimation on the circle pp. 511-530

Yasuhito Tsuruta and Masahiko Sagae

Conditional waiting time distributions of runs and patterns and their applications pp. 531-543

Tung-Lung Wu

Particle-based online estimation of tangent filters with application to parameter estimation in nonlinear state-space models pp. 545-576

Jimmy Olsson and Johan Westerborn Alenlöv

Semiparametric M-estimation with non-smooth criterion functions pp. 577-605

Laurent Delsol and Ingrid Van Keilegom

Spatially homogeneous copulas pp. 607-626

Fabrizio Durante, Juan Fernández Sánchez and Wolfgang Trutschnig

On principal components regression with Hilbertian predictors pp. 627-644

Ben Jones and Andreas Artemiou

Volume 72, issue 1, 2020

Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions pp. 1-31

Mike West

Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 33-36

Jouchi Nakajima

Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 37-39

Chris Glynn

Reply to Discussion of “Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions” pp. 41-44

Mike West

Discovering model structure for partially linear models pp. 45-63

Xin He and Junhui Wang

A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models pp. 65-90

Zehua Chen and Yiwei Jiang

An empirical likelihood approach under cluster sampling with missing observations pp. 91-121

Yves G. Berger

Estimating quantiles in imperfect simulation models using conditional density estimation pp. 123-155

Michael Kohler and Adam Krzyżak

Inference on a distribution function from ranked set samples pp. 157-185

Lutz Dümbgen and Ehsan Zamanzade

New kernel estimators of the hazard ratio and their asymptotic properties pp. 187-211

Taku Moriyama and Yoshihiko Maesono

Marginal quantile regression for varying coefficient models with longitudinal data pp. 213-234

Weihua Zhao, Weiping Zhang and Heng Lian

Sequential fixed accuracy estimation for nonstationary autoregressive processes pp. 235-264

Victor Konev and Bogdan Nazarenko

Semiparametric quantile regression with random censoring pp. 265-295

Francesco Bravo

Asymptotic theory of the adaptive Sparse Group Lasso pp. 297-328

Benjamin Poignard